PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Voya SmallCap Opportunities Portfolio (IVSOX) Sortino Ratio: 2.64

Mutual Fund · Currency in USD · Last updated Jul 17, 2026

The fund normally invests at least 80% of its net assets (plus borrowings for investment purposes) in common stock of smaller, lesser-known U.S. companies. The Sub-Adviser defines smaller companies as those with market capitalizations that fall within the range of companies in the Russell 2000 Growth Index at the time of purchase. It normally invests in companies that the sub-adviser believes have above average prospects for growth.

IVSOX's Sortino Ratio of 2.64 indicates that for each unit of downside volatility, it generates 2.64 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 17, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

IVSOX Sortino Ratio Rank

IVSOX Sortino Ratio Rank: 64.565
Above Average

IVSOX ranks above 64.5% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Above-average downside protection with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio risk profile

IVSOX Sortino Ratio Market Positioning

The chart shows IVSOX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.

  • Red zone (bottom 25%): 1.72 or lower
  • Yellow zone (middle 50%): 1.72 to 2.92
  • Green zone (top 25%): 2.92 or higher
  • Top 1%: 8.78+
  • Median: 2.38 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Voya SmallCap Opportunities Portfolio's Sortino Ratio with other mutual funds in the Small Cap Growth Equities category across multiple time periods, showing how IVSOX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 17, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
DSCIXDana Epiphany ESG Small Cap Equity Fund3.60
NESIXNeedham Small Cap Growth Fund Institutional3.11
NESGXNeedham Small Cap Growth Fund3.08
DMCRXDriehaus Micro Cap Growth Fund2.94
FGROXEmerald Growth Fund Institutional Class2.93
HSPGXEmerald Growth Fund2.92
ORIGXNorth Square Spectrum Alpha Fund2.90
RYWCXRydex S&P SmallCap 600 Pure Growth Fund2.87
OBMCXOberweis Micro Cap Fund2.85
HRSMXHood River Small-Cap Growth Fund2.81
IVSOXVoya SmallCap Opportunities Portfolio2.64

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows IVSOX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when IVSOX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sortino Ratio Calculator

IHow does IVSOX fit in your portfolio?

Add your other holdings to see your portfolio's Sortino Ratio and find out.

Analyze Your Portfolio